+176.9%
XLE vs YUM
+177.1%
-0.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +0.5% | -5.2% | +5.7% | +3.0% |
| 30D | +6.6% | -0.1% | +6.7% | +6.3% |
| 3M | +12.3% | -4.3% | +16.6% | +13.6% |
| 6M | +18.4% | -8.7% | +27.1% | +21.9% |
| YTD | +47.2% | -3.5% | +50.7% | +46.9% |
| 1Y | +50.3% | +0.5% | +49.8% | +46.1% |
| 3Y | +55.3% | +20.5% | +34.8% | +33.1% |
| 5Y | +226.0% | +21.8% | +204.1% | +171.8% |
| All | +176.9% | +177.1% | -0.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling